Approximating the GJR-GARCH and EGARCH option pricing models analytically-Reference-Cited by-同舟云学术

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Approximating the GJR-GARCH and EGARCH option pricing models analytically

Published:2006 Issue:3 Volume:9 Page:41-69
ISSN:1460-1559
Container-title:The Journal of Computational Finance
language:
Short-container-title:JCF

Author:

Duan Jin-Chuan,Gauthier Geneviève,Simonato Jean-Guy,Sasseville Caroline

Publisher

Infopro Digital Services Limited

Subject

Applied Mathematics,Computer Science Applications,Finance

Cited by 48 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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